On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise
The local properties of distributions of solutions of SDE's with jumps are studied. Using the method based on the “time-wise” differentiation on the space of functionals of Poisson point measure, we give a full analog of Hormander condition, sufficient for the solution to have a regular dis...
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3683 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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